Machine Learning and Artificial Intelligence for Credit Risk Analytics: A Practical Guide with Examples Worked in Python and R

Bellini, Tiziano

  • 出版商: Wiley
  • 出版日期: 2026-01-27
  • 售價: $2,680
  • 貴賓價: 9.5$2,546
  • 語言: 英文
  • 頁數: 304
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 1119781051
  • ISBN-13: 9781119781059
  • 相關分類: Python程式語言人工智慧Machine Learning
  • 尚未上市,無法訂購

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商品描述

Machine Learning and Artificial Intelligence for Credit Risk Analytics provides a comprehensive, practical toolkit for applying ML and AI to day-to-day credit risk management challenges.

Beginning with coverage of data management in banking, the book goes on to discuss individual and multiple classifier approaches, reinforcement learning and AI in credit portfolio modelling, lifetime PD modelling, LGD modelling and EAD modelling. Fully worked examples in Python and R appear throughout the book, with source code provided on the companion website.

Machine Learning and Artificial Intelligence for Credit Risk Analytics fully covers the key concepts required to understand, challenge and validate credit risk models, whilst also looking to the future development of AI applications in credit risk management, demonstrating the need to embed economics and statistics to inform short, medium and long-term decision-making.

商品描述(中文翻譯)

《機器學習和人工智慧在信用風險分析中的應用》提供了一個全面、實用的工具包,用於應對日常信用風險管理挑戰的機器學習和人工智慧應用。

從銀行數據管理開始,本書討論了個別和多個分類器方法、強化學習以及信用組合建模中的人工智慧、終身概率違約模型、損失給付率模型和預期損失模型。全書中使用Python和R進行了豐富的實例演示,並在附帶網站上提供了源代碼。

《機器學習和人工智慧在信用風險分析中的應用》全面涵蓋了理解、挑戰和驗證信用風險模型所需的關鍵概念,同時展望了人工智慧在信用風險管理中的未來發展,並展示了在短期、中期和長期決策中嵌入經濟學和統計學的必要性。